+14,854.2%
MO vs CCL
+813.5%
+14,040.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +0.3% | -5.0% | +5.4% | +0.9% |
| 30D | +0.6% | -20.3% | +21.0% | +3.3% |
| 3M | -1.0% | -15.1% | +14.2% | +0.6% |
| 6M | +4.3% | -15.1% | +19.5% | +5.4% |
| YTD | +23.3% | -21.8% | +45.1% | +25.3% |
| 1Y | +10.5% | -24.8% | +35.2% | +12.3% |
| 3Y | +96.3% | +51.9% | +44.4% | +77.2% |
| 5Y | +98.9% | +4.0% | +94.8% | +78.8% |
| 10Y | +103.6% | -42.2% | +145.8% | +78.1% |
| All | +14,854.2% | +813.5% | +14,040.7% | +6,662.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling